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QRG Impact Quantitative Portfolios

Using data provided by Sustainalytics and our own proprietary quantitative research process, QRG constructs the ESG, and Gender and Diversity, and Climate Solutions Impact Quantitative Portfolios. QRG also constructs the Impact ESG Catholic Values QPs by combining our proprietary quantitative research process with Dana Investment Advisors’ Catholic faith-based environmental, social, and governance criteria.

Strategies

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ESG
(Environmental, Social, Governance)
Large Cap Core
The Quantitative Portfolio: Impact International ADR Portfolio - ESG is a passively managed Separately Managed Account. The portfolio is designed to provide factor exposures and returns similar to those of the CRSP US Large Cap index. Typically, the portfolio will consist of about 150 securities with reasonable tracking error to the index.
Minimum Investment:$100,000
Benchmark:CRSP US Large Cap
Inception Date:8/12/2016
Quarterly Commentary
Impact Report
Small Cap Core
The Quantitative Portfolio: Impact Small Cap Core Portfolio - ESG is a passively managed Separately Managed Account. The portfolio is designed to provide factor exposures and returns similar to those of the CRSP US Small Cap. Typically, the portfolio will consist of about 150 securities with reasonable tracking error to the index.
Minimum Investment:$100,000
Benchmark:CRSP US Small Cap
Inception Date:12/19/2017
International ADR
The Quantitative Portfolio: Impact International ADR Portfolio - ESG is a passively managed Separately Managed Account. The portfolio is designed to provide factor exposures and returns similar to those of the BNY Mellon DM ex-US Classic ADR index. Typically, the portfolio will consist of about 150 securities with reasonable tracking error to the index.
Minimum Investment:$100,000
Benchmark:BNYM Dev Mkt Classic ADR
Inception Date:11/7/2017
Impact Report
Emerging Markets ADR
The Quantitative Portfolio: Impact Emerging Markets ADR Portfolio - ESG is a passively managed Separately Managed Account. The portfolio is designed to provide factor exposures and returns similar to those of the BNY Mellon EM Classic ADR index. Typically, the portfolio will consist of about 150 securities with reasonable tracking error to the index.
Minimum Investment:$100,000
Benchmark:BNYM Emg Mkt Classic ADR
Inception Date:11/7/2017
Climate Solutions
Global Climate Solutions
The Quantitative Portfolio: Impact Global Climate Solutions strategy is a passively managed Separately Managed Account. The portfolio is designed to provide risk exposures and returns similar to those of a broad asset class benchmark with an appropriate number of securities.
Minimum Investment:$200,000
Benchmark:Blended Benchmark: 69% CRSP US Large Cap, 31% BNYM Dev Mkt Classic ADR
Inception Date:January 9, 2020
Impact Report
Gender and Diversity
Large Cap Core - Gender and Diversity
The Quantitative Portfolio: Impact Large Cap Core- Gender and Diversity (Gender and Diversity QP) is designed to provide risk exposures and returns similar to those of the underlying index. Consistent with the objectives of the broader suite of Quantitative Portfolios (QPs), the Gender and Diversity QP will typically consist of a limited number of securities (about 150) and provide reasonable tracking error to the index.
Minimum Investment:$100,000
Benchmark:CRSP US Large Cap
Inception Date:6/19/2017
Quarterly Commentary
Impact Report
Faith-Based
Large Cap Core - ESG Catholic Values
The Quantitative Portfolio: Impact Large Cap Core - Catholic Values strategy is a passively managed Separately Managed Account. The portfolio is designed to provide factor exposures and returns similar to those of an appropriate asset class benchmark with a limited number of securities and reasonable tracking error to the index. In addition, the positions in the strategy adhere to the US Conference of Catholic Bishops (USCCB) decree of 2003.
Minimum Investment:$100,000
Benchmark:CRSP US Large Cap
Inception Date:8/3/2018

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